Step 1: Activate the yeast. In a large mixing bowl, combine the warm milk, sugar, and active dry yeast. Stir gently and let it sit for 5-10 minutes until foamy. This indicates the yeast is active.
Step 2: Combine dry ingredients. In a separate bowl, whisk together the all-purpose flour and salt.
Step 3: Form the dough. Add the melted butter to the yeast mixture, then gradually add the flour mixture, mixing until a shaggy dough forms.
Step 4: Knead the dough. Turn the dough out onto a lightly floured surface and knead for 8-10 minutes, or until the dough is smooth and elastic. If using a stand mixer, knead with a dough hook for 5-7 minutes.
Step 5: First rise. Lightly grease a clean bowl, place the dough in it, and turn to coat. Cover the bowl with plastic wrap or a clean kitchen towel and let it rise in a warm place for 1 hour, or until doubled in size.
Step 6: Shape the rolls. Punch down the risen dough and turn it out onto a lightly floured surface. Gently knead in the shredded cheese until evenly distributed. Divide the dough into 12 equal portions. Roll each portion into a smooth ball.
Step 7: Second rise. Arrange the dough balls on a baking sheet lined with parchment paper, leaving some space between each. Cover loosely with plastic wrap or a clean towel and let rise for another 30-45 minutes, or until visibly puffed up.
Step 8: Bake the cheese rolls. Preheat your oven to 375°F (190°C). Bake the cheese rolls for 20-25 minutes, or until golden brown on top and cooked through.
Step 9: Serve warm. Remove from the oven and let cool slightly on a wire rack before serving. Enjoy warm!